  Hi everyone:
  I try to use r to do the Cholesky Decomposition,which is A=LDL',so far I
only found how to decomposite A in to  LL' by using chol(A),the function
Cholesky(A) doesnt work,any one know other command to decomposte A in to
LDL'

  My r code is:
library(Matrix)
A=matrix(c(1,1,1,1,5,5,1,5,14),nrow=3)

> chol(A)
     [,1] [,2] [,3]
[1,]    1    1    1
[2,]    0    2    2
[3,]    0    0    3

> Cholesky(A)
Error in function (classes, fdef, mtable)  :
  unable to find an inherited method for function "Cholesky", for signature
"matrix"

whatz wrong???
thanks~

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